Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.671552 0.759422 0.859465 0.982892 1.132611 1.310363 1.540467
2024-11-10 00:00:00+00:00 0.585588 0.697376 0.834607 1.018931 1.265632 1.593122 2.076744
2024-11-17 00:00:00+00:00 0.513342 0.634789 0.792453 1.018622 1.346484 1.825440 2.623684
2024-11-24 00:00:00+00:00 0.461942 0.589314 0.762642 1.025934 1.436237 2.092776 3.329992
2024-12-01 00:00:00+00:00 0.405924 0.529472 0.703405 0.979072 1.433137 2.214584 3.849072
2024-12-08 00:00:00+00:00 0.362051 0.481072 0.653500 0.936954 1.427304 2.329480 4.416939
2024-12-15 00:00:00+00:00 0.341217 0.463151 0.645777 0.959315 1.535174 2.688423 5.746658
2024-12-22 00:00:00+00:00 0.328015 0.454751 0.651020 1.003361 1.692934 3.210296 7.949978
2024-12-29 00:00:00+00:00 0.311543 0.439426 0.643003 1.022452 1.807173 3.688145 10.595759
2025-01-05 00:00:00+00:00 0.295771 0.423536 0.631940 1.033771 1.908328 4.185418 14.102162
2025-01-12 00:00:00+00:00 0.278726 0.403992 0.612376 1.025495 1.964046 4.590981 18.047958
2025-01-19 00:00:00+00:00 0.257841 0.376489 0.576255 0.979170 1.919676 4.678830 20.509995
2025-01-26 00:00:00+00:00 0.247536 0.366330 0.570803 0.996611 2.042831 5.408532 30.041802
2025-02-02 00:00:00+00:00 0.238969 0.358355 0.568388 1.020100 2.190442 6.352153 47.631918
2025-02-09 00:00:00+00:00 0.227078 0.343702 0.552076 1.010714 2.246274 6.991756 68.674431
2025-02-16 00:00:00+00:00 0.217524 0.332427 0.541065 1.011640 2.333776 7.870584 110.481685
2025-02-23 00:00:00+00:00 0.203126 0.311622 0.509911 0.961602 2.252850 7.862875 131.336040
2025-03-02 00:00:00+00:00 0.190590 0.293476 0.482691 0.917867 2.183121 7.885004 159.134933
2025-03-09 00:00:00+00:00 0.185774 0.288948 0.481948 0.937690 2.326799 9.285921 366.325279
2025-03-16 00:00:00+00:00 0.183368 0.288593 0.489430 0.978938 2.560449 11.664265 1848.374804
2025-03-23 00:00:00+00:00 0.178815 0.283934 0.487646 0.996380 2.717195 13.849849 32978.433714
2025-03-30 00:00:00+00:00 0.173916 0.278309 0.483343 1.006592 2.852088 16.216231 NaN
2025-04-06 00:00:00+00:00 0.167797 0.270009 0.472698 0.998133 2.909351 18.013425 NaN